Prove/disprove the next statement:
Let
f,g
two convex functions, then
h(x)=f(x)⋅g(x)
is also convex
So, we know that
h ′ (x)=f ′ (x)⋅g(x)+f(x)⋅g ′ (x)
. We also know that
f ′ (x),g ′ (x)
are monotonically increasing because they are convex. If I can show that
h ′ (x)
is also monotonically increasin I'm done, but I'm not sure how to do it. Any hints?
Hint: You can write the function defined by
x↦−x 2
as the product of two very simple linear and hence convex functions.
Ref. http://math.stackexchange.com/questions/147664/proving-that-multiplication-of-convex-function-is-convex